BNP Paribas Call 26 LDO 19.12.2024
/ DE000PC8G2U8
BNP Paribas Call 26 LDO 19.12.202.../ DE000PC8G2U8 /
| 11/12/2024 8:39:57 AM |
Chg.-0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
26.00 EUR |
12/19/2024 |
Call |
Master data
| WKN: |
PC8G2U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
12/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
-0.22 |
| Time value: |
1.06 |
| Break-even: |
27.06 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.14 |
| Spread %: |
15.22% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
12.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+831.82% |
| 1 Month |
|
|
+853.49% |
| 3 Months |
|
|
+70.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.088 |
| 1M High / 1M Low: |
0.870 |
0.083 |
| 6M High / 6M Low: |
1.700 |
0.083 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
590.11% |
| Volatility 6M: |
|
381.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
